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"A geometric approach to portfolio optimization in models with transaction ..."

Yuri Kabanov, Claudia Klüppelberg (2004)

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DOI: 10.1007/S00780-003-0114-3

access: closed

type: Journal Article

metadata version: 2020-07-22

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Yuri Kabanov, Claudia Klüppelberg:
A geometric approach to portfolio optimization in models with transaction costs. Finance Stochastics 8(2): 207-227 (2004)

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